Posterior analysis of stochastic volatility models with flexible tails
| Year of publication: |
1995
|
|---|---|
| Authors: | Steel, M.F.J. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Time Series | Monte Carlo Technique | Bayesian Statistics | Markov Chains |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1995-68 |
| Classification: | C22 - Time-Series Models ; C11 - Bayesian Analysis |
| Source: |
Persistent link: https://www.econbiz.de/10011090520